-parametric estimation is impractical given commonly available predictive sample sizes. Instead, this paper derives the approximate … inflation. -- Path forecast ; forecast uncertainty ; simultaneous confidence region ; Scheffé’s S-method ; Mahalanobis distance …

forecasting technique with respect to various volatility estimators. The methodology of volatility estimation included Close …

forecasting technique with respect to various volatility estimators. The methodology of volatility estimation includes Close …

almost same results with low error percentage. Therefore, it is concluded from the study that the estimation ARIMA could be …